+33.6%
EQT vs VICR
+209.3%
-175.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.2% | -12.8% | -2.0% |
| 7D | -2.0% | +5.0% | -7.0% | -2.2% |
| 30D | 0.0% | -12.5% | +12.5% | +0.4% |
| 3M | +5.9% | -33.6% | +39.5% | +7.1% |
| 6M | -14.8% | +10.7% | -25.5% | -17.1% |
| YTD | +1.8% | +80.6% | -78.8% | -4.8% |
| 1Y | +7.4% | +288.4% | -281.0% | -6.3% |
| 3Y | +33.6% | +213.8% | -180.2% | +20.0% |
| All | +33.6% | +209.3% | -175.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling